Sökning: "macroeconomy"

Visar resultat 6 - 10 av 10 avhandlingar innehållade ordet macroeconomy.

  1. 6. Essays on Income Risk, Portfolio Choices and the Macroeconomy

    Författare :Gualtiero Azzalini; Per Krusell; Kurt Mitman; Alexander Michaelides; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Macroeconomics; household finance; income risk; portfolio choice; wealth inequality; heterogeneous agents; insurance; search and matching; Economics; nationalekonomi;

    Sammanfattning : Business cycle asymmetry of earnings pass-throughHow does the firm's role as an insurance provider vary over the business cycle? Using Swedish administrative data, I document that idiosyncratic firm productivity shocks are passed through workers' earnings asymmetrically. In non-recessions, firms are good insurers against negative shocks. LÄS MER

  3. 7. Essays on Macro-Financial Linkages

    Författare :Rafael Barros de Rezende; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This doctoral thesis is a collection of four papers on the analysis of the term structure of interest rates with a focus at the intersection of macroeconomics and finance. "Risk in Macroeconomic Fundamentals and Bond Return Predictability" documents that factors related to risks underlying the macroeconomy such as expectations, uncertainty and downside (upside) macroeconomic risks are able to explain variation in bond risk premia. LÄS MER

  4. 8. Variational Inference of Dynamic Factor Models

    Författare :Erik Spånberg; Pär Stockhammar; Gebrenegus Ghilagaber; Sune Karlsson; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; dynamic factor models; variational inference; missing data; nowcasting; expectation maximization; statistik; Statistics;

    Sammanfattning : When we make difficult and crucial decisions, forecasts are powerful and important tools. For that purpose, statistical models can be our most effective aid. Ideally, these models can incorporate large sets of multifaceted data. LÄS MER

  5. 9. Essays on Public Macroeconomic Policy

    Författare :Jose Mauricio Jr. Prado; Per Krusell; Nezih Guner; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; public policy; informality; foreign direct investments; ambiguity aversion; asset pricing; equity premium; business cycles; Economics; Nationalekonomi; Economics; nationalekonomi;

    Sammanfattning : The thesis consists of three self-contained essays on public policy in the macroeconomy.“Government Policy in the Formal and Informal Sectors” quantitatively investigates the interaction between the firms' choice to operate in the formal or the informal sector and government policy on taxation and enforcement. LÄS MER

  7. 10. The Macroeconomics of the Term Structure of Interest Rates

    Författare :Paolo Zagaglia; Matthew Lindquist; Refet S. Gurkaynak; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; term structure of interest rates; monetary policy; money market; Economics; Nationalekonomi; Economics; nationalekonomi;

    Sammanfattning : This thesis consists of four papers, summarized as follows. "The Term Structure of Interest Rates and the Monetary Transmission Mechanism" This paper provides empirical evidence that the term structure of interest rates is an integral part of the monetary transmission mechanism. LÄS MER